ICE US Dollar Index Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
79.700 |
79.620 |
-0.080 |
-0.1% |
79.820 |
| High |
79.755 |
80.155 |
0.400 |
0.5% |
80.045 |
| Low |
79.535 |
79.620 |
0.085 |
0.1% |
78.970 |
| Close |
79.736 |
80.080 |
0.344 |
0.4% |
79.688 |
| Range |
0.220 |
0.535 |
0.315 |
143.2% |
1.075 |
| ATR |
0.435 |
0.442 |
0.007 |
1.6% |
0.000 |
| Volume |
14,738 |
21,584 |
6,846 |
46.5% |
87,544 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.557 |
81.353 |
80.374 |
|
| R3 |
81.022 |
80.818 |
80.227 |
|
| R2 |
80.487 |
80.487 |
80.178 |
|
| R1 |
80.283 |
80.283 |
80.129 |
80.385 |
| PP |
79.952 |
79.952 |
79.952 |
80.003 |
| S1 |
79.748 |
79.748 |
80.031 |
79.850 |
| S2 |
79.417 |
79.417 |
79.982 |
|
| S3 |
78.882 |
79.213 |
79.933 |
|
| S4 |
78.347 |
78.678 |
79.786 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.793 |
82.315 |
80.279 |
|
| R3 |
81.718 |
81.240 |
79.984 |
|
| R2 |
80.643 |
80.643 |
79.885 |
|
| R1 |
80.165 |
80.165 |
79.787 |
79.867 |
| PP |
79.568 |
79.568 |
79.568 |
79.418 |
| S1 |
79.090 |
79.090 |
79.589 |
78.792 |
| S2 |
78.493 |
78.493 |
79.491 |
|
| S3 |
77.418 |
78.015 |
79.392 |
|
| S4 |
76.343 |
76.940 |
79.097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.155 |
78.970 |
1.185 |
1.5% |
0.373 |
0.5% |
94% |
True |
False |
18,145 |
| 10 |
80.310 |
78.970 |
1.340 |
1.7% |
0.389 |
0.5% |
83% |
False |
False |
17,454 |
| 20 |
80.310 |
78.970 |
1.340 |
1.7% |
0.435 |
0.5% |
83% |
False |
False |
17,546 |
| 40 |
82.130 |
78.725 |
3.405 |
4.3% |
0.461 |
0.6% |
40% |
False |
False |
14,383 |
| 60 |
83.945 |
78.725 |
5.220 |
6.5% |
0.445 |
0.6% |
26% |
False |
False |
9,605 |
| 80 |
84.610 |
78.725 |
5.885 |
7.3% |
0.416 |
0.5% |
23% |
False |
False |
7,211 |
| 100 |
84.610 |
78.725 |
5.885 |
7.3% |
0.365 |
0.5% |
23% |
False |
False |
5,796 |
| 120 |
84.610 |
78.725 |
5.885 |
7.3% |
0.304 |
0.4% |
23% |
False |
False |
4,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.429 |
|
2.618 |
81.556 |
|
1.618 |
81.021 |
|
1.000 |
80.690 |
|
0.618 |
80.486 |
|
HIGH |
80.155 |
|
0.618 |
79.951 |
|
0.500 |
79.888 |
|
0.382 |
79.824 |
|
LOW |
79.620 |
|
0.618 |
79.289 |
|
1.000 |
79.085 |
|
1.618 |
78.754 |
|
2.618 |
78.219 |
|
4.250 |
77.346 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
80.016 |
79.974 |
| PP |
79.952 |
79.868 |
| S1 |
79.888 |
79.763 |
|